+50.0%
UNP vs FXI
-7.1%
+57.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.1% |
| 7D | -0.7% | -1.0% | +0.2% | -0.6% |
| 30D | -1.1% | -3.2% | +2.1% | -0.7% |
| 3M | +7.9% | +1.7% | +6.2% | +7.5% |
| 6M | +14.6% | -1.6% | +16.2% | +14.7% |
| YTD | +26.6% | -7.9% | +34.5% | +27.8% |
| 1Y | +35.6% | -9.6% | +45.2% | +37.2% |
| 3Y | +45.5% | +40.5% | +5.0% | +37.0% |
| 5Y | +50.0% | -6.2% | +56.2% | +45.6% |
| All | +50.0% | -7.1% | +57.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling